Regarding the watch order, yeah, S2, then OVAs is best. It's not chronologically then, but it follows the release order and probably how it's intended to watch/read (S2 -> OVAs -> flower manga).
I even saw recommendations to watch S2 before S1, because it helps understanding the series/universe better this way.
I also ship Hei and Misaki, what I think makes this episode even more cute is that he had no reason to accept her dinner offer and go on a date with her. He chose to do so.
One thing you might have missed is that Hei basically told her the same advice as November 11 - to trust her instincts.